Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
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Publication:2129320
DOI10.1016/j.jcp.2021.110391OpenAlexW3162238057MaRDI QIDQ2129320
Pranjal Prasad, Arvind K. Saibaba, Misha E. Kilmer, Eric L. Miller, Eric De Sturler
Publication date: 22 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2021.110391
Numerical linear algebra (65Fxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)
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